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Browsing by Academic Advisor Carmona, Rene

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Class Year	Author(s)	Title	Advisor
2023	McCall, Regan	CAN BITCOIN GO GREEN? AN IN-DEPTH LOOK INTO CRYPTOCURRENCY MINING VIA RENEWABLE ENERGY SOURCES	*Carmona, Rene*
2022	McCall, Regan	Can Bitcoin Go Green? An In-Depth Look into Cryptocurrency Mining via Renewable Energy Sources	*Carmona, Rene*
2014	Yang, Kevin	CDO PRICING IN PRACTICAL TIME: GPU Accelerated Monte Carlo Methods	*Carmona, Rene*
2020	Selwood, David	Central Bank Language Modeling to Predict Changes in Market Interest Rate Expectations	*Carmona, Rene*
2019	Zhu, Connie	Charting a Course for Success: A Statistical Analysis of Sociological Models in Popular Music Trends	*Carmona, Rene*
2016	Toro, Daniel	CORRELATED DEFAULT SWAPS: SOVEREIGN CREDIT CONTAGION IN LATIN AMERICAN MARKETS	*Carmona, Rene*
2002	Morgan, Bradley A.	Designing Weather Derivatives: Hedging the Weather Risk for the Philadelphia Zoo	*Carmona, Rene*
2007	Hathiramani, Raj Kumar	Dissecting the Collapse of Amaranth Advisors LLC (2006): Natural Gas Stochastic Volatility, Irrational Position-Sizing and Predatory Trading	*Carmona, Rene*
2009	Markfield, Eric Benjamin	Doping in Sports: A Mathematical Approach	*Carmona, Rene*
-	Li, Tianhui	Dynamic Programming and Trade Execution	*Carmona, Rene*
2002	Larkin, Gregory	Energy Risk Management for the University Power Plant	*Carmona, Rene*
2002	Urdea, Alex	Estimating Default Correlations	*Carmona, Rene*
2002	Beek, David Christian	Financial Techniques for Pricing Catastrophic Risk: A Look at Asian Option Approaches	*Carmona, Rene*
2016	Jankowski, William	Financing the World and Its Peoples A Regression Analysis of Sovereign Loans and Their Socioeconomic Effects	*Carmona, Rene*
2016	Atlas, Joseph	Fundamentals-Based Panics An Analysis of Bank Runs in Environments with Risky Long-Term Assets	*Carmona, Rene*
2009	Lishkov, Aleksandar	A Game Theoretic Approach to Trading Temperature Difference Contracts	*Carmona, Rene*
2010	Fyfe, Henry Thomas	The Impact of Emissions Leakage on Greenhouse Gas Regulation	*Carmona, Rene*
-	Ma, Yi	Implied Volatility Surface Simulation with Tangent Levy Models	*Carmona, Rene*
-	Cerenzia, Mark Joseph	Integrable models, Coulomb interactions, and mean field game theory	*Carmona, Rene*
2022	Zalmover, Alik	Investigating Price Action and Price Distribution in E-mini Dow Futures Using Aggregated Order Flows of Four Different Types of Market Participants	*Carmona, Rene*

Showing results 6 to 25 of 61 < previous next >